An "EXE" file is a type of executable file commonly used in the Windows operating system. It contains a program or application that can be run directly by the computer. When you double-click an EXE file, it instructs the computer to execute the code contained within, launching the associated software. EXE files can be created using various programming languages, such as C++ or Python, and are often used for installing software. However, they can also pose security risks, as malicious EXE files can contain viruses or malware. It's important to only run EXE files from trusted sources.